ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 22-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
80.945 |
81.450 |
0.505 |
0.6% |
81.195 |
High |
81.550 |
81.950 |
0.400 |
0.5% |
81.995 |
Low |
80.925 |
81.410 |
0.485 |
0.6% |
81.065 |
Close |
81.223 |
81.531 |
0.308 |
0.4% |
81.293 |
Range |
0.625 |
0.540 |
-0.085 |
-13.6% |
0.930 |
ATR |
0.546 |
0.559 |
0.013 |
2.4% |
0.000 |
Volume |
37,472 |
34,233 |
-3,239 |
-8.6% |
132,019 |
|
Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.250 |
82.931 |
81.828 |
|
R3 |
82.710 |
82.391 |
81.680 |
|
R2 |
82.170 |
82.170 |
81.630 |
|
R1 |
81.851 |
81.851 |
81.581 |
82.011 |
PP |
81.630 |
81.630 |
81.630 |
81.710 |
S1 |
81.311 |
81.311 |
81.482 |
81.471 |
S2 |
81.090 |
81.090 |
81.432 |
|
S3 |
80.550 |
80.771 |
81.383 |
|
S4 |
80.010 |
80.231 |
81.234 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.241 |
83.697 |
81.805 |
|
R3 |
83.311 |
82.767 |
81.549 |
|
R2 |
82.381 |
82.381 |
81.464 |
|
R1 |
81.837 |
81.837 |
81.378 |
82.109 |
PP |
81.451 |
81.451 |
81.451 |
81.587 |
S1 |
80.907 |
80.907 |
81.208 |
81.179 |
S2 |
80.521 |
80.521 |
81.123 |
|
S3 |
79.591 |
79.977 |
81.037 |
|
S4 |
78.661 |
79.047 |
80.782 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.950 |
80.770 |
1.180 |
1.4% |
0.479 |
0.6% |
64% |
True |
False |
29,921 |
10 |
81.995 |
80.770 |
1.225 |
1.5% |
0.471 |
0.6% |
62% |
False |
False |
27,450 |
20 |
82.610 |
80.770 |
1.840 |
2.3% |
0.498 |
0.6% |
41% |
False |
False |
32,066 |
40 |
84.965 |
80.770 |
4.195 |
5.1% |
0.559 |
0.7% |
18% |
False |
False |
33,350 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.598 |
0.7% |
21% |
False |
False |
30,551 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.596 |
0.7% |
21% |
False |
False |
22,986 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.564 |
0.7% |
21% |
False |
False |
18,406 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.518 |
0.6% |
21% |
False |
False |
15,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.245 |
2.618 |
83.364 |
1.618 |
82.824 |
1.000 |
82.490 |
0.618 |
82.284 |
HIGH |
81.950 |
0.618 |
81.744 |
0.500 |
81.680 |
0.382 |
81.616 |
LOW |
81.410 |
0.618 |
81.076 |
1.000 |
80.870 |
1.618 |
80.536 |
2.618 |
79.996 |
4.250 |
79.115 |
|
|
Fisher Pivots for day following 22-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.680 |
81.474 |
PP |
81.630 |
81.417 |
S1 |
81.581 |
81.360 |
|